OK, on the display you cited first, the address select to distinguish each module is the three jumper positions (6 holes) visible (or partly obscured by the watermark) below the blue potentiometer.
You connect the displays in exact parallel, the same four wires to the same four terminals on each. You need some form of "daisy chaining" wiring - the particular module you illustrate actually has positions to mount (two) extra four-pin headers for such "daisy chaining" from one to the next; you may need to do some soldering or crimping.
You do not need a "sensor shield" to connect them, though if you are using it for other attachments, that might be quite convenient. The second connector shown in the sensor shield picture is connected to to the "serial" spill for a different sort of LCD interface using another two port bits which is not the most sensible in practice.
The I2C LCD library provides for "descriptors" detailing address and interface within the "backpack" to the LCD, you simply generate two descriptors corresponding to the two alternate display modules.